The required textbook for the course is

Bayesian Data Analysis (3rd edition)

Other advanced textbooks are linked below and some introductory textbooks are here.

Hierarchical Modeling:

Data Analysis Using Regression and Multilevel Models

Time series:

Bayesian Forecasting and Dynamic Models Dynamic Linear Models with R Time Series

Spatial:

Hierarchical Modeling and Analysis for Spatial Data Statistics for Spatio-temporal Data

Nonparametrics:

Bayesian Nonparametrics Bayesian Nonparametrics

Computation:

Monte Carlo Statistical Methods Markov Chain Monte Carlo Handbook of Markov Chain Monte Carlo Sequential Monte Carlo Methods in Practice

Decision theory:

Statistical Decision Theory and Bayesian Analysis

Theory:

Bayesian Theory